Sessions will include: an overview of IFRS 17 implementation, practical insights into systems management, the application of IFRS 17 to reinsurance, and an exploration of potential emerging issues anâ¦

This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive andâ¦

The Energy Risk Awards recognise excellence across global commodities markets as well as providing a unique opportunity for companies across the industry to gain valuable recognition. Winning an Enerâ¦

This white paper discusses the steps to enabling full compliance with current regulations in Asia-Pacific. It further examines the challenges associated with new regulations and establishing a robustâ¦

Chartis Research provides unrivalled, impartial and deep research and analysis on all aspects of the risk technology space, supporting the world's top decision makers with outstanding risk technology insight and advice.

Asset managers want to see futurisation of swaps get off the ground in Europe

Central clearing is a "mess" as a result of the impact of the leverage ratio on clearing brokers, according to buy-side market participants, but in limited circumstances asset managers may consider clearing earlier than they have to.

These are some of the views expressed by three buy-side participants at a Eurex and Global Markets Exchange Group (Gmex) panel discussion held in London on September 30.

Russ Oxley, head of rates and liability-driven investment (LDI) at Old Mutual Investors, which